Convex approximations for complete integer recourse models [PDF]
We consider convex approximations of the expected value function of a two-stage integer recourse problem. The convex approximations are obtained by perturbing the distribution of the random right-hand side vector.
Vlerk, Maarten H. van der
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EURO Journal on Computational Optimization, 2018 An elementary, but fundamental, operation in disjunctive programming is a basic step, which is the intersection of two disjunctions to form a new disjunction.
DimitriJ. Papageorgiou +1 more
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A MIP framework for non-convex uniform price day-ahead electricity auctions
EURO Journal on Computational Optimization, 2017 It is well known that a market equilibrium with uniform prices often does not exist in non-convex day-ahead electricity auctions. We consider the case of the non-convex, uniform-price Pan-European day-ahead electricity market “PCR” (Price Coupling of ...
Mehdi Madani, Mathieu Van Vyve
doaj
An ALM Model for Pension Funds using Integrated Chance Constraints [PDF]
We discuss integrated chance constraints in their role of short-term risk constraints in a strategic ALM model for Dutch pension funds. The problem is set up as a multistage recourse model, with special attention for modeling the guidelines proposed by ...
Klein Haneveld, W.K.. +2 more
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Mathematical optimization in classification and regression trees. [PDF]
Top (Berl), 2021 Carrizosa E +2 more
europepmc +1 more source
Speeding up column generation for robust wireless network planning
EURO Journal on Computational Optimization, 2013 The wireless network planning problem consists of base station placement and traffic node assignment to base stations. To incorporate traffic demand uncertainties, we follow the Γ-robustness approach by Bertsimas and Sim.
Grit Claßen +2 more
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A novel method for inference of acyclic chemical compounds with bounded branch-height based on artificial neural networks and integer programming. [PDF]
Algorithms Mol Biol, 2021 Azam NA +7 more
europepmc +1 more source
On multiple simple recourse models [PDF]
We consider multiple simple recourse (MSR) models, both continuous and integer versions, which generalize the corresponding simple recourse (SR) models by allowing for a refined penalty cost structure for individual shortages and surpluses.
Vlerk, Maarten H. van der
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Branch-and-price and heuristic column generation for the generalized truck-and-trailer routing problem [PDF]
, 2011 The generalized truck-and-trailer routing problem (GTTRP) constitutes a uni¯ed model for vehicle routing problems with trailers and a fixed lorry-trailer assignment.
Drexl, Michael
core
An improved cut-and-solve algorithm for the single-source capacitated facility location problem
EURO Journal on Computational Optimization, 2018 In this paper, we present an improved cut-and-solve algorithm for the single-source capacitated facility location problem. The algorithm consists of three phases.
SuneLauth Gadegaard +2 more
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